party with the mob: Model-based Recursive Partitioning in R

The party package (Hothorn, Hornik, and Zeileis 2006) provides the function mob() implementing a recently suggested algorithm for model-based recursive partitioning (Zeileis, Hothorn, and Hornik 2005). The basic steps are: (1) fit a parametric model to a data set, (2) test for parameter instability over a set of partitioning variables, (3) if there is some overall parameter instability, split the model with respect to the variable associated with the highest instability, (4) repeat the procedure in each of the child nodes. It is discussed how these steps of the conceptual algorithm are translated into computational tools in an object-oriented manner, allowing the user to plug in various types of parametric models. The outcome is a tree where each node is associated with a fitted parametric model that can be effectively visualized and summarized.